Astronomers can say with near certainty that there are no moons with moons in our solar system. But that doesnt mean its physically impossible. After all, NASA has successfully put spacecraft into orbit around our moon.

The Cassini spacecraft has uncovered evidence of a ring of space dust orbiting the second largest of Saturns moons, Rhea. No other moons have ever been found to have rings, so this could be a first, but it may also provide some interesting clues to Rheas past. When it captured the data in November 2005, Cassini was actually looking for evidence of an atmosphere around the moon.